NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 3.697 3.630 -0.067 -1.8% 3.980
High 3.742 3.709 -0.033 -0.9% 3.980
Low 3.630 3.630 0.000 0.0% 3.630
Close 3.650 3.682 0.032 0.9% 3.650
Range 0.112 0.079 -0.033 -29.5% 0.350
ATR 0.097 0.096 -0.001 -1.3% 0.000
Volume 5,501 6,115 614 11.2% 16,094
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.911 3.875 3.725
R3 3.832 3.796 3.704
R2 3.753 3.753 3.696
R1 3.717 3.717 3.689 3.735
PP 3.674 3.674 3.674 3.683
S1 3.638 3.638 3.675 3.656
S2 3.595 3.595 3.668
S3 3.516 3.559 3.660
S4 3.437 3.480 3.639
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.803 4.577 3.843
R3 4.453 4.227 3.746
R2 4.103 4.103 3.714
R1 3.877 3.877 3.682 3.815
PP 3.753 3.753 3.753 3.723
S1 3.527 3.527 3.618 3.465
S2 3.403 3.403 3.586
S3 3.053 3.177 3.554
S4 2.703 2.827 3.458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.947 3.630 0.317 8.6% 0.097 2.6% 16% False True 4,213
10 4.035 3.630 0.405 11.0% 0.093 2.5% 13% False True 3,170
20 4.035 3.630 0.405 11.0% 0.087 2.4% 13% False True 3,135
40 4.035 3.630 0.405 11.0% 0.084 2.3% 13% False True 2,790
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.045
2.618 3.916
1.618 3.837
1.000 3.788
0.618 3.758
HIGH 3.709
0.618 3.679
0.500 3.670
0.382 3.660
LOW 3.630
0.618 3.581
1.000 3.551
1.618 3.502
2.618 3.423
4.250 3.294
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 3.678 3.720
PP 3.674 3.707
S1 3.670 3.695

These figures are updated between 7pm and 10pm EST after a trading day.

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